A small country in Western Europe, sandwiched between Belgium, France and Germany. Most people know very little about it other than “it exists” and “that small country over there on the map”, though it is of interest to monarchists as it is, as a Grand Duchy, a surviving monarchy in Europe. The Luxembourgish language, Letzeburgish, is a German dialect raised to language status for political reasons (like Alsatian), but it sounds like a gibberish of French and German which is unintelligible to French and Germans alike.
Not to be confused with the House of Luxembourg which in the 15th century ruled Bohemia, Brandenburg and Hungary and included several Holy Roman Emperors. That House also died out in the 15th century. Subsequently, Luxembourg passed first to the House of Burgundy, and then to the House of Habsburg. Atfer the Napoleonic Wars it became part of (though nominally still independent and only in personal union with) the Netherlands. Since 1890 it has been independent under a branch of the House of Nassau. However, many today consider the ruling family to be the House of Bourbon-Parma, as inheritance went through the female line at one point and the Grand-Duchess married a Bourbon-Parma.
According to LordMoogi, Luxembourg is actually the most powerful country in the world, but everyone who has spoken out against this fact has been found murdered and their family devoured. Consequently, he has deduced that Luxembourg is the geopolitical equivalent of Chuck Norris - an almighty badass that can kill anyone, anywhere.